CART Options History — November 2024 In November 2024, CART traded between $40.95 and $49.05. ATM implied volatility averaged 44.6%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 2.0% (HV 20d: 42.5%). Max pain ranged from $42.00 to $46.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.25.
Notable Days 2024-11-13 : Highest Volume — 47,659 contracts2024-11-13 : Largest IV drop — 31.9% change2024-11-12 : Highest IV Rank — 31.8%2024-11-01 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $44.35 $40.95 $49.05 $44.77 $43.52 Max Pain $43.65 $42.00 $46.00 $42.00 $43.00 ATM IV 44.6% 36.5% 58.9% 52.8% 36.5% Expected Move 12.5% 10.5% 18.3% 18.3% 10.6% HV 20d 42.5% 21.0% 55.9% 29.2% 55.3% HV 60d 39.0% 32.6% 43.6% 32.6% 42.3% IV Rank 15.9% 7.0% 31.8% 25.0% 7.0% IV Percentile 39.8% 11.5% 84.9% 66.7% 12.3% Term Structure -1.2% -13.9% 5.5% -0.9% 1.8% VWIV 43.8% 36.1% 63.6% 63.6% 37.9% Skew 25d 2.9% -4.0% 25.0% 1.9% 1.0% Skew 10d 1.9% -25.4% 28.6% -12.4% 2.7% Call IV 25d 43.0% 28.2% 64.6% 52.3% 35.7% Put IV 25d 45.9% 36.7% 60.6% 54.2% 36.7% Bid-Ask Spread % 34.60 18.58 51.46 38.77 51.46 Gamma HHI 0.12 0.07 0.29 0.20 0.09 Net GEX 337.7K -6.6M 2.5M 1.9M 1.5M Net DEX -69.7M -133.3M 18.6M -85.6M -71.2M Net VEX -378.4K -417.6K -352.0K -404.5K -366.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.20 7.47 0.20 1.35 Total Volume 10,249.6 1,453 47,659 3,617 1,842 Total OI 89,297.6 71,772 134,520 87,911 74,740
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-11-01 $44.77 $42.00 52.8% 18.3% 29.2% 25.0% 63.6% 1.9% -0.9% 1.9M -85.6M -404.5K 0.20 38.77 N/A N/A 3,016 601 40,131 47,780 2024-11-04 $44.69 $43.00 56.3% 14.6% 26.6% 28.9% 50.9% 1.7% -13.9% 677.1K -78.6M -390.3K 1.40 18.58 N/A N/A 821 1,149 37,322 45,406 2024-11-05 $45.55 $43.00 53.9% 14.4% 21.0% 26.3% 50.1% 25.0% -3.9% 923.9K -88.8M -384.1K 0.51 28.73 N/A N/A 964 489 37,418 46,409 2024-11-06 $47.56 $43.00 52.5% 14.1% 25.6% 24.8% 49.8% 2.2% -7.8% 1.6M -115.2M -354.7K 0.70 26.50 N/A N/A 4,261 2,962 37,701 46,593 2024-11-07 $49.05 $44.00 53.7% 14.5% 24.7% 26.1% 44.8% 3.3% -6.0% 1.3M -133.3M -382.3K 0.37 46.58 N/A N/A 2,841 1,039 40,185 48,705 2024-11-08 $47.56 $44.00 53.1% 14.5% 27.8% 25.4% 51.3% 1.3% -2.4% 1.6M -119.2M -393.2K 0.43 27.96 N/A N/A 2,048 878 41,449 48,723 2024-11-11 $47.75 $44.00 51.2% 14.7% 27.5% 23.3% 51.6% 12.7% 5.5% 1.2M -117.6M -382.4K 7.47 31.39 N/A N/A 3,095 23,116 40,485 47,433 2024-11-12 $48.13 $44.00 58.9% 16.2% 27.2% 31.8% 56.2% -4.0% -0.5% -536.2K -104.4M -407.5K 0.94 22.97 N/A N/A 19,552 18,472 42,016 65,269 2024-11-13 $43.00 $46.00 40.1% 11.3% 49.8% 11.0% 39.7% 0.9% -0.7% -6.5M -3.4M -417.6K 1.30 23.55 N/A N/A 20,755 26,904 58,840 75,680 2024-11-14 $42.73 $44.00 44.5% 10.5% 49.8% 15.9% 37.0% 4.4% 1.0% -6.6M -5.3M -370.5K 2.98 25.23 N/A N/A 3,999 11,927 60,000 73,269 2024-11-15 $41.40 $44.00 39.1% 11.0% 51.1% 9.9% 38.8% 4.5% -2.3% -3.1M 18.6M -356.9K 3.53 24.31 N/A N/A 4,776 16,879 60,547 67,690 2024-11-18 $40.95 $45.00 37.6% 10.8% 51.2% 8.2% 38.6% 0.9% -1.1% 1.2M -38.6M -352.0K 1.25 32.45 N/A N/A 2,534 3,159 43,045 28,727 2024-11-19 $42.75 $44.00 37.3% 10.7% 52.3% 7.9% 38.0% -0.0% 4.9% 1.5M -60.3M -370.5K 0.35 39.83 N/A N/A 2,801 972 43,773 30,907 2024-11-20 $41.33 $44.00 38.6% 11.1% 53.5% 9.4% 39.0% 0.1% 5.1% 1.1M -43.7M -367.9K 0.37 33.55 N/A N/A 2,636 967 44,973 30,901 2024-11-21 $43.13 $44.00 37.9% 10.9% 55.9% 8.5% 38.2% 0.5% -0.5% 2.3M -72.8M -373.4K 0.54 40.61 N/A N/A 4,989 2,698 46,647 31,232 2024-11-22 $43.18 $43.00 37.0% 10.7% 55.6% 7.5% 38.1% 0.9% -1.2% 2.5M -69.8M -381.2K 0.41 39.54 N/A N/A 2,289 932 47,095 33,018 2024-11-25 $43.38 $43.00 37.3% 10.7% 55.6% 7.9% 39.0% -1.1% -1.1% 1.5M -68.7M -373.5K 0.34 42.91 N/A N/A 3,591 1,212 42,052 30,811 2024-11-26 $43.27 $43.00 36.6% 10.5% 55.5% 7.2% 36.1% 0.8% 0.4% 1.4M -67.4M -370.3K 0.35 48.58 N/A N/A 1,560 542 42,677 31,738 2024-11-27 $43.26 $43.00 36.5% 10.5% 55.3% 7.0% 36.6% 0.3% -0.3% 1.3M -67.7M -368.9K 0.22 48.52 N/A N/A 1,413 311 42,864 31,701 2024-11-29 $43.52 $43.00 36.5% 10.6% 55.3% 7.0% 37.9% 1.0% 1.8% 1.5M -71.2M -366.0K 1.35 51.46 N/A N/A 784 1,058 43,042 31,698
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